Look for stocks that are very liquid and have the potential to move a point or more at any given time. A $10 stock that does 500k shares just won't work. A $150 stock that does 10+ million per day is ideal. Different traders have different preferences so run a scan for stocks that are above $50 and do at least 5M shares per day, then weed out what you don't like. AAPL, RIMM, GS, and OIH are a few that come to mind. Or you could trade the Index Futures and forget stocks -- now there's the market to day trade!